Consistency Via Type 2 Inequalities: A Generalization of Wu's Theorem
将吴定理从最小二乘估计推广到任意函数的极小化(M估计),使用改进的第二类不等式和Kronecker引理的推广,得到更强的一致性结果。
Wu introduced a new technique for proving consistency of least-squares estimators in nonlinear regression. This paper extends his results in three directions. First, we consider the minimization of arbitrary functions (M-estimators instead of least squares). Second, we use an improved type 2 inequality. Third, an extension of Kronecker's lemma yields a more powerful result.